ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-167 |
121-167 |
0-000 |
0.0% |
121-233 |
| High |
121-193 |
121-187 |
-0-005 |
0.0% |
121-253 |
| Low |
121-127 |
121-142 |
0-015 |
0.0% |
121-093 |
| Close |
121-155 |
121-160 |
0-005 |
0.0% |
121-122 |
| Range |
0-065 |
0-045 |
-0-020 |
-30.8% |
0-160 |
| ATR |
0-101 |
0-097 |
-0-004 |
-4.0% |
0-000 |
| Volume |
186,705 |
898,172 |
711,467 |
381.1% |
190,575 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-298 |
121-274 |
121-185 |
|
| R3 |
121-253 |
121-229 |
121-172 |
|
| R2 |
121-208 |
121-208 |
121-168 |
|
| R1 |
121-184 |
121-184 |
121-164 |
121-174 |
| PP |
121-163 |
121-163 |
121-163 |
121-158 |
| S1 |
121-139 |
121-139 |
121-156 |
121-129 |
| S2 |
121-118 |
121-118 |
121-152 |
|
| S3 |
121-073 |
121-094 |
121-148 |
|
| S4 |
121-028 |
121-049 |
121-135 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-316 |
122-219 |
121-210 |
|
| R3 |
122-156 |
122-059 |
121-166 |
|
| R2 |
121-316 |
121-316 |
121-152 |
|
| R1 |
121-219 |
121-219 |
121-137 |
121-188 |
| PP |
121-156 |
121-156 |
121-156 |
121-140 |
| S1 |
121-059 |
121-059 |
121-108 |
121-028 |
| S2 |
120-316 |
120-316 |
121-093 |
|
| S3 |
120-156 |
120-219 |
121-078 |
|
| S4 |
119-316 |
120-059 |
121-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-222 |
121-060 |
0-162 |
0.4% |
0-083 |
0.2% |
62% |
False |
False |
251,272 |
| 10 |
121-300 |
121-060 |
0-240 |
0.6% |
0-109 |
0.3% |
42% |
False |
False |
139,416 |
| 20 |
122-055 |
121-060 |
0-315 |
0.8% |
0-103 |
0.3% |
32% |
False |
False |
72,480 |
| 40 |
122-162 |
121-060 |
1-102 |
1.1% |
0-074 |
0.2% |
24% |
False |
False |
36,546 |
| 60 |
122-162 |
119-295 |
2-187 |
2.1% |
0-049 |
0.1% |
61% |
False |
False |
24,364 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-037 |
0.1% |
63% |
False |
False |
18,273 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-029 |
0.1% |
63% |
False |
False |
14,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-059 |
|
2.618 |
121-305 |
|
1.618 |
121-260 |
|
1.000 |
121-232 |
|
0.618 |
121-215 |
|
HIGH |
121-187 |
|
0.618 |
121-170 |
|
0.500 |
121-165 |
|
0.382 |
121-160 |
|
LOW |
121-142 |
|
0.618 |
121-115 |
|
1.000 |
121-098 |
|
1.618 |
121-070 |
|
2.618 |
121-025 |
|
4.250 |
120-271 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-165 |
121-149 |
| PP |
121-163 |
121-138 |
| S1 |
121-162 |
121-126 |
|